Annualized Returns

Calendar Year Returns

portfolio

benchmark

2019

21.11%

22.49%

2018

-17.38%

-14.09%

2017

27.65%

24.21%

2016

6.31%

2.75%

2015

-0.75%

-3.04%

2014

-7.03%

-4.32%

2013

22.35%

21.02%

Performance is reported net of all advisory fees and includes reinvestment of dividends and other earnings. Performance data shown represents past performance and is no guarantee of future results. Current performance may be higher or lower than the performance shown. The investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost.

Performance less than one year is not annualized.

Indices are not available for direct investment; therefore, their performance does not reflect the expenses associated with the management of an actual portfolio.

MSCI data copyright MSCI 2020, all rights reserved.

Dimensional funds are distributed by DFA Securities LLC.

Fees & Expenses

Management Fee

0.27%

Total Operating Expense Ratio

0.33%

Net Expense Ratio (to investor)

0.33%

Certain Portfolios have entered into fee waiver and/or expense assumption arrangements with the Advisor. In these cases, the Advisor has contractually agreed, under certain circumstances, to waive certain fees and/or assume certain expenses of the Portfolio. Unless otherwise stated in the prospectus, the Advisor may amend or discontinue these arrangements at any time, one year from the date of the prospectus. The net expense ratio reflects the total annual fund operating expenses of the Portfolio after taking into account any such fee waiver and/or expense assumption arrangements. Please read the Portfolio's prospectus for details and more information.

Characteristics(As Of 05/31/20)

Characteristics

Price-to-Book

1.12

% in Top 10 Holdings

5.48%

Wtd. Avg. Mkt. Cap. (Millions)

$20689

Number of Holdings

4567

Annual Turnover as of 10/31/19

17%

Sector Allocation

Industrials

19.03%

Financials

16.59%

Consumer Discretionary

13.11%

Materials

12.94%

Information Technology

8.02%

Communication Services

7.03%

Consumer Staples

6.30%

Energy

6.01%

Utilities

3.96%

Health Care

3.80%

Real Estate

3.19%

REITs

0.02%

Top Holdings

TOTAL SA

0.77%

BP PLC

0.68%

Royal Bank of Canada

0.68%

Royal Dutch Shell PLC

0.62%

SoftBank Group Corp

0.55%

LVMH Moet Hennessy Louis Vuitton SE

0.50%

Koninklijke Ahold Delhaize NV

0.44%

Rio Tinto PLC

0.42%

BHP Group Ltd

0.42%

Canadian Natural Resources Ltd

0.41%

Top Countries

Japan

26.12%

United Kingdom

12.81%

Canada

10.10%

France

8.20%

Germany

7.31%

Please note that a Portfolio that invests in other Portfolios typically does not hold securities directly. As such, "Top Holdings" information for such a Portfolio represents "Top Holdings" information of underlying Portfolios.

Please click here to access Top Holdings as of the most recent month end available.

Holdings are subject to change.

Numbers may not total 100% due to rounding.

Portfolio Risks

Equity Market Risk: Even a long-term investment approach cannot guarantee a profit. Economic, market, political, and issuer-specific conditions and events will cause the value of equity securities, and the Portfolio that owns them, to rise or fall. Stock markets tend to move in cycles, with periods of rising prices and periods of falling prices.

Value Investment Risk: Value stocks may perform differently from the market as a whole and following a value-oriented investment strategy may cause the Portfolio to at times underperform equity funds that use other investment strategies.

Profitability Investment Risk: High relative profitability stocks may perform differently from the market as a whole and following a profitability-oriented strategy may cause the Portfolio to at times underperform equity funds that use other investment strategies.

Foreign Securities and Currencies Risk: Foreign securities prices may decline or fluctuate because of: (a) economic or political actions of foreign governments, and/or (b) less regulated or liquid securities markets. Investors holding these securities may also be exposed to foreign currency risk (the possibility that foreign currency will fluctuate in value against the U.S. dollar or that a foreign government will convert, or be forced to convert, its currency to another currency, changing its value against the U.S. dollar). The Portfolio does not hedge foreign currency risk.

Small Company Risk: Securities of small companies are often less liquid than those of large companies and this could make it difficult to sell a small company security at a desired time or price. As a result, small company stocks may fluctuate relatively more in price. In general, smaller capitalization companies are also more vulnerable than larger companies to adverse business or economic developments and they may have more limited resources.

Social Investment Risk: The International Social Core Equity Portfolio’s social issue screens may limit the number of investment opportunities available to the Portfolio, and as a result, at times the Portfolio may underperform funds that are not subject to such special investment conditions. For example, the Portfolio may decline to purchase certain securities when it is otherwise advantageous to do so, or the Portfolio may sell certain securities for social reasons when it is otherwise disadvantageous to do so.

Derivatives Risk: Derivatives are instruments, such as futures, and options thereon, and foreign currency forward contracts, whose value is derived from that of other assets, rates or indices. The use of derivatives for non-hedging purposes may be considered to carry more risk than other types of investments. When the International Social Core Equity Portfolio uses derivatives, the Portfolio will be directly exposed to the risks of those derivatives. Derivative instruments are subject to a number of risks including counterparty, settlement, liquidity, interest rate, market, credit and management risks, as well as the risk of improper valuation. Changes in the value of a derivative may not correlate perfectly with the underlying asset, rate or index, and the Portfolio could lose more than the principal amount invested.
Securities Lending Risk: Securities lending involves the risk that the borrower may fail to return the securities in a timely manner or at all. As a result, the International Social Core Equity Portfolio may lose money and there may be a delay in recovering the loaned securities. The International Social Core Equity Portfolio could also lose money if it does not recover the securities and/or the value of the collateral falls, including the value of investments made with cash collateral. Securities lending also may have certain adverse tax consequences.

Operational Risk: Operational risks include human error, changes in personnel, system changes, faults in communication, and failures in systems, technology, or processes. Various operational events or circumstances are outside the Advisor’s control, including instances at third parties. The International Social Core Equity Portfolio and the Advisor seek to reduce these operational risks through controls and procedures. However, these measures do not address every possible risk and may be inadequate to address these risks.

Cyber Security Risk: The International Social Core Equity Portfolio’s and its service providers’ use of internet, technology and information systems may expose the Portfolio to potential risks linked to cyber security breaches of those technological or information systems. Cyber security breaches, amongst other things, could allow an unauthorized party to gain access to proprietary information, customer data, or fund assets, or cause the Portfolio and/or its service providers to suffer data corruption or lose operational functionality.

Distributions

Calendar Year

2020

Record Date

Ex-Date

Payable Date

Type

Rate per Share

03/29/17

03/30/17

03/31/17

Dividend

$0.02071

06/28/17

06/29/17

06/30/17

Dividend

$0.14977

09/27/17

09/28/17

09/29/17

Dividend

$0.06124

12/14/17

12/15/17

12/18/17

Dividend

$0.11154

Record Date

Ex-Date

Payable Date

Type

Rate per Share

06/27/18

06/28/18

06/29/18

Dividend

$0.16277

09/26/18

09/27/18

09/28/18

Dividend

$0.06364

12/17/18

12/18/18

12/19/18

Dividend

$0.08650

Record Date

Ex-Date

Payable Date

Type

Rate per Share

03/27/19

03/28/19

03/29/19

Dividend

$0.02926

06/26/19

06/27/19

06/28/19

Dividend

$0.19230

09/26/19

09/27/19

09/30/19

Dividend

$0.07426

12/13/19

12/16/19

12/17/19

Dividend

$0.08966

Record Date

Ex-Date

Payable Date

Type

Rate per Share

03/27/20

03/30/20

03/31/20

Dividend

$0.01766

06/26/20

06/29/20

06/30/20

—

—

09/28/20

09/29/20

09/30/20

—

—

12/11/20

12/14/20

12/15/20

—

—

Dimensional Fund Advisors LP is an investment advisor registered with the Securities and Exchange Commission. Consider the investment objectives, risks, and charges and expenses of the Dimensional funds carefully before investing. For this and other information about the Dimensional funds, please read the prospectus carefully before investing. Prospectuses are available by calling Dimensional Fund Advisors collect at (512) 306-7400 or at us.dimensional.com.